+1,984.4%
RSG vs SMTC
+3,526.4%
-1,542.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -1.4% |
| 7D | -0.7% | +22.9% | -23.7% | -2.8% |
| 30D | +3.3% | +16.6% | -13.3% | +1.3% |
| 3M | +8.5% | +2.4% | +6.1% | +6.7% |
| 6M | -3.5% | +98.3% | -101.8% | -12.3% |
| YTD | +5.5% | +120.7% | -115.2% | -5.5% |
| 1Y | -1.7% | +168.3% | -170.0% | -14.3% |
| 3Y | +56.9% | +571.7% | -514.8% | +14.8% |
| 5Y | +89.4% | +114.0% | -24.6% | +55.1% |
| 10Y | +412.5% | +497.0% | -84.5% | +254.4% |
| All | +1,984.4% | +3,526.4% | -1,542.0% | +886.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling